+1,593.1%
T vs CTAS
+25,758.4%
-24,165.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -1.7% | +10.3% | -12.0% | -4.2% |
| 3M | -7.3% | +10.2% | -17.5% | -9.7% |
| 6M | -11.2% | +34.4% | -45.6% | -17.9% |
| YTD | -8.1% | +19.6% | -27.6% | -12.6% |
| 1Y | -8.0% | +21.8% | -29.8% | -13.0% |
| 3Y | +62.1% | +74.1% | -12.0% | +38.7% |
| 5Y | +55.7% | +114.0% | -58.3% | +24.9% |
| 10Y | +54.1% | +813.9% | -759.8% | -16.3% |
| All | +1,593.1% | +25,758.4% | -24,165.3% | +427.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling